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/data/users/matthijs/github_faiss/faiss/VectorTransform.h
1 /**
2  * Copyright (c) 2015-present, Facebook, Inc.
3  * All rights reserved.
4  *
5  * This source code is licensed under the BSD+Patents license found in the
6  * LICENSE file in the root directory of this source tree.
7  */
8 
9 // Copyright 2004-present Facebook. All Rights Reserved.
10 // -*- c++ -*-
11 
12 #ifndef FAISS_VECTOR_TRANSFORM_H
13 #define FAISS_VECTOR_TRANSFORM_H
14 
15 /** Defines a few objects that apply transformations to a set of
16  * vectors Often these are pre-processing steps.
17  */
18 
19 #include <vector>
20 
21 #include "Index.h"
22 
23 
24 namespace faiss {
25 
26 
27 /** Any transformation applied on a set of vectors */
29 
30  typedef Index::idx_t idx_t;
31 
32  int d_in; ///! input dimension
33  int d_out; ///! output dimension
34 
35  explicit VectorTransform (int d_in = 0, int d_out = 0):
36  d_in(d_in), d_out(d_out), is_trained(true)
37  {}
38 
39 
40  /// set if the VectorTransform does not require training, or if
41  /// training is done already
42  bool is_trained;
43 
44 
45  /** Perform training on a representative set of vectors. Does
46  * nothing by default.
47  *
48  * @param n nb of training vectors
49  * @param x training vecors, size n * d
50  */
51  virtual void train (idx_t n, const float *x);
52 
53  /** apply the random roation, return new allocated matrix
54  * @param x size n * d_in
55  * @return size n * d_out
56  */
57  float *apply (idx_t n, const float * x) const;
58 
59  /// same as apply, but result is pre-allocated
60  virtual void apply_noalloc (idx_t n, const float * x,
61  float *xt) const = 0;
62 
63  /// reverse transformation. May not be implemented or may return
64  /// approximate result
65  virtual void reverse_transform (idx_t n, const float * xt,
66  float *x) const;
67 
68  virtual ~VectorTransform () {}
69 
70 };
71 
72 
73 
74 /** Generic linear transformation, with bias term applied on output
75  * y = A * x + b
76  */
78 
79  bool have_bias; ///! whether to use the bias term
80 
81  /// check if matrix A is orthonormal (enables reverse_transform)
83 
84  /// Transformation matrix, size d_out * d_in
85  std::vector<float> A;
86 
87  /// bias vector, size d_out
88  std::vector<float> b;
89 
90  /// both d_in > d_out and d_out < d_in are supported
91  explicit LinearTransform (int d_in = 0, int d_out = 0,
92  bool have_bias = false);
93 
94  /// same as apply, but result is pre-allocated
95  void apply_noalloc(idx_t n, const float* x, float* xt) const override;
96 
97  /// compute x = A^T * (x - b)
98  /// is reverse transform if A has orthonormal lines
99  void transform_transpose (idx_t n, const float * y,
100  float *x) const;
101 
102  /// works only if is_orthonormal
103  void reverse_transform (idx_t n, const float * xt,
104  float *x) const override;
105 
106  /// compute A^T * A to set the is_orthonormal flag
107  void set_is_orthonormal ();
108 
109  bool verbose;
110 
111  ~LinearTransform() override {}
112 };
113 
114 
115 
116 /// Randomly rotate a set of vectors
118 
119  /// both d_in > d_out and d_out < d_in are supported
120  RandomRotationMatrix (int d_in, int d_out):
121  LinearTransform(d_in, d_out, false) {}
122 
123  /// must be called before the transform is used
124  void init(int seed);
125 
127 };
128 
129 
130 /** Applies a principal component analysis on a set of vectors,
131  * with optionally whitening and random rotation. */
133 
134  /** after transformation the components are multiplied by
135  * eigenvalues^eigen_power
136  *
137  * =0: no whitening
138  * =-2: full whitening
139  */
140  float eigen_power;
141 
142  /// random rotation after PCA
144 
145  /// ratio between # training vectors and dimension
147 
148  /// try to distribute output eigenvectors in this many bins
150 
151  /// Mean, size d_in
152  std::vector<float> mean;
153 
154  /// eigenvalues of covariance matrix (= squared singular values)
155  std::vector<float> eigenvalues;
156 
157  /// PCA matrix, size d_in * d_in
158  std::vector<float> PCAMat;
159 
160  // the final matrix is computed after random rotation and/or whitening
161  explicit PCAMatrix (int d_in = 0, int d_out = 0,
162  float eigen_power = 0, bool random_rotation = false);
163 
164  /// train on n vectors. If n < d_in then the eigenvector matrix
165  /// will be completed with 0s
166  void train(Index::idx_t n, const float* x) override;
167 
168  /// copy pre-trained PCA matrix
169  void copy_from (const PCAMatrix & other);
170 
171  /// called after mean, PCAMat and eigenvalues are computed
172  void prepare_Ab();
173 
174 };
175 
176 
177 
178 /** Applies a rotation to align the dimensions with a PQ to minimize
179  * the reconstruction error. Can be used before an IndexPQ or an
180  * IndexIVFPQ. The method is the non-parametric version described in:
181  *
182  * "Optimized Product Quantization for Approximate Nearest Neighbor Search"
183  * Tiezheng Ge, Kaiming He, Qifa Ke, Jian Sun, CVPR'13
184  *
185  */
187 
188  int M; ///< nb of subquantizers
189  int niter; ///< Number of outer training iterations
190  int niter_pq; ///< Number of training iterations for the PQ
191  int niter_pq_0; ///< same, for the first outer iteration
192 
193  /// if there are too many training points, resample
195  bool verbose;
196 
197  /// if d2 != -1, output vectors of this dimension
198  explicit OPQMatrix (int d = 0, int M = 1, int d2 = -1);
199 
200  void train(Index::idx_t n, const float* x) override;
201 };
202 
203 
204 /** remap dimensions for intput vectors, possibly inserting 0s
205  * strictly speaking this is also a linear transform but we don't want
206  * to compute it with matrix multiplies */
208 
209  /// map from output dimension to input, size d_out
210  /// -1 -> set output to 0
211  std::vector<int> map;
212 
213  RemapDimensionsTransform (int d_in, int d_out, const int *map);
214 
215  /// remap input to output, skipping or inserting dimensions as needed
216  /// if uniform: distribute dimensions uniformly
217  /// otherwise just take the d_out first ones.
218  RemapDimensionsTransform (int d_in, int d_out, bool uniform = true);
219 
220  void apply_noalloc(idx_t n, const float* x, float* xt) const override;
221 
222  /// reverse transform correct only when the mapping is a permuation
223  void reverse_transform(idx_t n, const float* xt, float* x) const override;
224 
226 };
227 
228 
229 /** per-vector normalization */
231  float norm;
232 
233  explicit NormalizationTransform (int d, float norm = 2.0);
235 
236  void apply_noalloc(idx_t n, const float* x, float* xt) const override;
237 
238  /// Identity transform since norm is not revertible
239  void reverse_transform(idx_t n, const float* xt, float* x) const override;
240 };
241 
242 
243 
244 /** Index that applies a LinearTransform transform on vectors before
245  * handing them over to a sub-index */
247 
248  std::vector<VectorTransform *> chain; ///! chain of tranforms
249  Index * index; ///! the sub-index
250 
251  bool own_fields; ///! whether pointers are deleted in destructor
252 
253  explicit IndexPreTransform (Index *index);
254 
256 
257  /// ltrans is the last transform before the index
259 
260  void prepend_transform (VectorTransform * ltrans);
261 
262  void train(idx_t n, const float* x) override;
263 
264  void add(idx_t n, const float* x) override;
265 
266  void add_with_ids(idx_t n, const float* x, const long* xids) override;
267 
268  void reset() override;
269 
270  /** removes IDs from the index. Not supported by all indexes.
271  */
272  long remove_ids(const IDSelector& sel) override;
273 
274  void search(
275  idx_t n,
276  const float* x,
277  idx_t k,
278  float* distances,
279  idx_t* labels) const override;
280 
281  void reconstruct (idx_t key, float * recons) const override;
282 
283  void reconstruct_n (idx_t i0, idx_t ni, float *recons)
284  const override;
285 
286  void search_and_reconstruct (idx_t n, const float *x, idx_t k,
287  float *distances, idx_t *labels,
288  float *recons) const override;
289 
290  /// apply the transforms in the chain. The returned float * may be
291  /// equal to x, otherwise it should be deallocated.
292  const float * apply_chain (idx_t n, const float *x) const;
293 
294  /// Reverse the transforms in the chain. May not be implemented for
295  /// all transforms in the chain or may return approximate results.
296  void reverse_chain (idx_t n, const float* xt, float* x) const;
297 
298  ~IndexPreTransform() override;
299 };
300 
301 
302 
303 } // namespace faiss
304 
305 
306 
307 #endif
void transform_transpose(idx_t n, const float *y, float *x) const
Index * index
! chain of tranforms
Randomly rotate a set of vectors.
int niter
Number of outer training iterations.
RandomRotationMatrix(int d_in, int d_out)
both d_in &gt; d_out and d_out &lt; d_in are supported
void init(int seed)
must be called before the transform is used
void reset() override
removes all elements from the database.
int niter_pq
Number of training iterations for the PQ.
std::vector< float > A
Transformation matrix, size d_out * d_in.
LinearTransform(int d_in=0, int d_out=0, bool have_bias=false)
both d_in &gt; d_out and d_out &lt; d_in are supported
VectorTransform(int d_in=0, int d_out=0)
! output dimension
void set_is_orthonormal()
compute A^T * A to set the is_orthonormal flag
void train(Index::idx_t n, const float *x) override
std::vector< float > mean
Mean, size d_in.
const float * apply_chain(idx_t n, const float *x) const
std::vector< float > PCAMat
PCA matrix, size d_in * d_in.
void train(idx_t n, const float *x) override
std::vector< float > b
bias vector, size d_out
void reverse_transform(idx_t n, const float *xt, float *x) const override
works only if is_orthonormal
void reverse_transform(idx_t n, const float *xt, float *x) const override
Identity transform since norm is not revertible.
void train(Index::idx_t n, const float *x) override
int balanced_bins
try to distribute output eigenvectors in this many bins
long idx_t
all indices are this type
Definition: Index.h:62
void reconstruct_n(idx_t i0, idx_t ni, float *recons) const override
void apply_noalloc(idx_t n, const float *x, float *xt) const override
same as apply, but result is pre-allocated
bool own_fields
! the sub-index
int niter_pq_0
same, for the first outer iteration
virtual void train(idx_t n, const float *x)
virtual void reverse_transform(idx_t n, const float *xt, float *x) const
void search_and_reconstruct(idx_t n, const float *x, idx_t k, float *distances, idx_t *labels, float *recons) const override
void reverse_transform(idx_t n, const float *xt, float *x) const override
reverse transform correct only when the mapping is a permuation
size_t max_train_points
if there are too many training points, resample
void copy_from(const PCAMatrix &other)
copy pre-trained PCA matrix
int d_out
! input dimension
OPQMatrix(int d=0, int M=1, int d2=-1)
if d2 != -1, output vectors of this dimension
void prepare_Ab()
called after mean, PCAMat and eigenvalues are computed
void add(idx_t n, const float *x) override
void apply_noalloc(idx_t n, const float *x, float *xt) const override
same as apply, but result is pre-allocated
void reverse_chain(idx_t n, const float *xt, float *x) const
bool is_orthonormal
! whether to use the bias term
std::vector< float > eigenvalues
eigenvalues of covariance matrix (= squared singular values)
void search(idx_t n, const float *x, idx_t k, float *distances, idx_t *labels) const override
void add_with_ids(idx_t n, const float *x, const long *xids) override
bool random_rotation
random rotation after PCA
size_t max_points_per_d
ratio between # training vectors and dimension
float * apply(idx_t n, const float *x) const
long remove_ids(const IDSelector &sel) override
virtual void apply_noalloc(idx_t n, const float *x, float *xt) const =0
same as apply, but result is pre-allocated
void reconstruct(idx_t key, float *recons) const override
int M
nb of subquantizers
void apply_noalloc(idx_t n, const float *x, float *xt) const override
same as apply, but result is pre-allocated